ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 18-May-2010
Day Change Summary
Previous Current
17-May-2010 18-May-2010 Change Change % Previous Week
Open 694.1 695.4 1.3 0.2% 657.3
High 704.4 706.6 2.2 0.3% 719.7
Low 676.0 677.5 1.5 0.2% 657.3
Close 695.1 683.0 -12.1 -1.7% 695.7
Range 28.4 29.1 0.7 2.5% 62.4
ATR 22.6 23.1 0.5 2.0% 0.0
Volume 199,849 196,347 -3,502 -1.8% 1,065,558
Daily Pivots for day following 18-May-2010
Classic Woodie Camarilla DeMark
R4 776.3 758.8 699.0
R3 747.3 729.8 691.0
R2 718.3 718.3 688.3
R1 700.5 700.5 685.8 694.8
PP 689.0 689.0 689.0 686.3
S1 671.5 671.5 680.3 665.8
S2 660.0 660.0 677.8
S3 630.8 642.3 675.0
S4 601.8 613.3 667.0
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 878.0 849.3 730.0
R3 815.8 787.0 712.8
R2 753.3 753.3 707.3
R1 724.5 724.5 701.5 739.0
PP 691.0 691.0 691.0 698.0
S1 662.0 662.0 690.0 676.5
S2 628.5 628.5 684.3
S3 566.0 599.8 678.5
S4 503.8 537.3 661.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 719.7 676.0 43.7 6.4% 26.3 3.8% 16% False False 185,167
10 719.7 629.2 90.5 13.3% 31.5 4.6% 59% False False 229,829
20 745.0 629.2 115.8 17.0% 24.3 3.5% 46% False False 197,353
40 745.0 629.2 115.8 17.0% 17.5 2.6% 46% False False 160,985
60 745.0 616.7 128.3 18.8% 14.8 2.2% 52% False False 126,512
80 745.0 577.1 167.9 24.6% 13.5 2.0% 63% False False 94,943
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 830.3
2.618 782.8
1.618 753.8
1.000 735.8
0.618 724.5
HIGH 706.5
0.618 695.5
0.500 692.0
0.382 688.5
LOW 677.5
0.618 659.5
1.000 648.5
1.618 630.5
2.618 601.3
4.250 553.8
Fisher Pivots for day following 18-May-2010
Pivot 1 day 3 day
R1 692.0 694.3
PP 689.0 690.5
S1 686.0 686.8

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These figures are updated between 7pm and 10pm EST after a trading day.

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